MarketHaynsworth inertia additivity formula
Company Profile

Haynsworth inertia additivity formula

In mathematics, the Haynsworth inertia additivity formula, discovered by Emilie Virginia Haynsworth (1916–1985), concerns the number of positive, negative, and zero eigenvalues of a Hermitian matrix and of block matrices into which it is partitioned.

Generalization
If H11 is singular, we can still define the generalized Schur complement, using the Moore–Penrose inverse H_{11}^+ instead of H_{11}^{-1}. The formula does not hold if H11 is singular. However, a generalization has been proven in 1974 by Carlson, Haynsworth and Markham, to the effect that \pi(H) \ge \pi(H_{11}) + \pi(H/H_{11}) and \nu(H) \ge \nu(H_{11}) + \nu(H/H_{11}) . Carlson, Haynsworth and Markham also gave sufficient and necessary conditions for equality to hold. == See also ==
tickerdossier.comtickerdossier.substack.com